Anic Equity¶

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Total return since start: 0.562 %¶

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Equity now: -----------------------------> 47723.56 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46328.67 Kr¶

PnL: ---------------------------------------> -559.9 Kr¶

DD now: ---------------------------------> -1.864 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-17 15:48:13.256319'

Anic Portfolio¶

Today¶

Return: -0.647 %¶

This Week¶

Return: 0.4 %¶

Total¶

Return: 56.235 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.440000 2870.000000 234.000000 8.880000 2636.000010
Beijer Electronics Group 26 -0.820000 3130.400000 159.400000 5.370000 2971.000006
Corem Property Group B 59 -4.980000 652.540000 75.540000 13.090000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -6.630000 428.400000 73.400000 20.680000 355.000000
HMS Networks 2 -0.450000 714.000000 41.000000 6.090000 673.000000
Boozt 12 -0.210000 1690.800000 36.800000 2.220000 1653.999996
OEM International B 7 0.640000 552.300000 24.300000 4.600000 527.999997
Fastighetsbolag. Emilshus Pref 21 0.000000 581.700000 19.700000 3.510000 562.000005
MedCap 2 0.000000 440.000000 19.000000 4.510000 421.000000
Intrum 4 -0.150000 545.000000 18.000000 3.420000 527.000000
SAAB B 8 1.900000 3394.400000 17.400000 0.520000 3377.000000
Coor Service Management Hold. 8 -0.800000 545.200000 13.200000 2.480000 532.000000
Essity A 4 -0.170000 1162.000000 13.000000 1.130000 1149.000000
Karnov Group 9 -0.490000 549.000000 13.000000 2.430000 536.000004
Eastnine 4 -0.470000 503.200000 12.200000 2.480000 491.000000
Samhällsbyggnadsbo. i Norden D 12 -4.890000 256.800000 10.800000 4.390000 246.000000
Essity B 2 -0.140000 582.000000 8.000000 1.390000 574.000000
AcadeMedia 12 -0.510000 561.120000 4.120000 0.740000 557.000004
Midsona B 63 -3.830000 585.900000 2.900000 0.500000 582.999984
Resurs Holding 22 -1.840000 575.080000 1.080000 0.190000 573.999998
Creaspac SPAC 6 -0.100000 577.800000 0.800000 0.140000 577.000002
Nordea Bank Abp 29 -0.450000 3452.740000 -1.260000 -0.040000 3453.999992
FM Mattsson Mora Group B 50 -1.520000 2925.000000 -2.000000 -0.070000 2927.000000
Securitas B 6 -0.530000 567.120000 -2.880000 -0.510000 570.000000
Handelsbanken A 5 -1.270000 542.500000 -3.500000 -0.640000 546.000000
Swedbank A 3 -0.610000 560.400000 -3.600000 -0.640000 564.000000
Norva24 Group 16 -2.770000 538.560000 -4.440000 -0.820000 543.000000
CTEK 13 -3.100000 524.810000 -9.190000 -1.720000 533.999999
International Petroleum Corp. 5 1.680000 544.000000 -50.570000 -8.510000 594.565215
Vivesto 1368 1.590000 558.690000 -54.310000 -8.860000 612.999432
Sampo Oyj SDB 7 0.000000 3794.000000 -56.000000 -1.450000 3850.000000
OX2 18 -0.060000 1502.100000 -161.900000 -9.730000 1663.999992
Axfood 13 0.090000 3583.450000 -172.550000 -4.590000 3756.000001
Fasadgruppen Group 35 0.610000 3451.000000 -360.000000 -9.450000 3810.999990
Ovzon 52 -4.320000 2880.800000 -481.200000 -14.310000 3361.999992
TOTAL 46322.810000 -565.760000 -1.87578% 46888.564618

Updated:¶

'2023-01-17 15:47:34.658239'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶